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The fundamental theorem of asset pricing under bid-ask and interest rate spreads. Journal of Mathematical Economics. 47. 2011.
Relative and Discrete Utility Maximising Entropy. Open Systems and Information Dynamics. 15(4). 2008.
Derivative Securities in Discrete Time. Springer Undergraduate Mathematics Series. :325.. 2012.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD